-90.7%
UEIC vs VT
+215.5%
-306.2%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.6% | +0.2% | +13.3% | +13.4% |
| 7D | +12.4% | -2.3% | +14.7% | +15.1% |
| 30D | +0.4% | -5.0% | +5.3% | +5.7% |
| 3M | +21.0% | -4.9% | +25.9% | +27.0% |
| 6M | +34.1% | -1.5% | +35.7% | +35.4% |
| YTD | +60.9% | +8.5% | +52.4% | +46.2% |
| 1Y | +74.9% | +11.4% | +63.5% | +54.7% |
| 3Y | -27.9% | +70.1% | -97.9% | -57.9% |
| 5Y | -83.7% | +53.7% | -137.5% | -89.5% |
| All | -90.7% | +215.5% | -306.2% | -97.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling